+53.0%
MDT vs TOST
+96.7%
-43.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.8% |
| 7D | +5.4% | +9.4% | -4.0% | +4.8% |
| 30D | +19.1% | +13.5% | +5.6% | +18.0% |
| 3M | +19.5% | -0.1% | +19.6% | +19.3% |
| 6M | +33.5% | +22.5% | +11.0% | +31.5% |
| YTD | +8.7% | -2.4% | +11.1% | +8.5% |
| 1Y | +16.8% | -4.7% | +21.5% | +16.7% |
| 3Y | +53.0% | +103.2% | -50.3% | +43.2% |
| All | +53.0% | +96.7% | -43.7% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling